Pages that link to "Item:Q1669883"
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The following pages link to Goodness-of-fit testing of a count time series' marginal distribution (Q1669883):
Displaying 16 items.
- Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models (Q745981) (← links)
- Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems'' (Q1669878) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
- Testing for an excessive number of zeros in time series of bounded counts (Q2324282) (← links)
- A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
- (Q3580532) (← links)
- Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- On the theory of periodic multivariate INAR processes (Q5970746) (← links)
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
- \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
- Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
